References

There is no textbook or reader; the lecture notes cover
everything you need. But if you'd like to look at some other texts covering the
same topics, we've listed some references below. Good reference material is
available online, and can be found using google
or wikipedia.

A very good general reference
that covers several of the topics is Introduction to Dynamic Systems,
Luenberger, Wiley.

LQR and Kalman filtering are
covered in many books on linear systems, optimal control, and
optimization. One good one is Dynamic Programming and Optimal
Control, vol. 1, Bertsekas, Athena Scientific. Another is Linear
Optimal Control, Anderson & Moore, Prentice-Hall.